No, not necessarily
I can think of several ways that a patron may not know their warlock. A lot of this is DM dependant and may depend on the setting, so your milage may vary.
Prometheus
The relationship between your Warlock and their Patron may be akin to the story of Prometheus - the man who stole fire from the gods. However, unlike Prometheus, you are stealing from a Patron, not a god, and your Patron has not caught you... yet.
The Patron might know that someone has stolen some of their power, but not know who or they might be unaware of the theft and thusly unaware of the warlock’s very existence. It could lead to an interesting story if the Patron starts to seek out the cause of their waning power and discovers someone is stealing it from them.
The existence of the patrons is unclear
In settings such as Eberron or Dark Sun, the existence of gods is unclear, to the point that some people believe they might not exist at all. Yes, clerics and paladins exist and the rituals they perform do produce magical effects, yet there is no direct evidence that a deity is granting them this power. It may just be that clerics and paladins are tapping into the same power as everyone else but their way of doing that is different - and they associate this way of tapping into magic with deities and religion. Rather than seeing these rituals as magical, they view them as being divine.
Patrons in your campaign world might be the same. Yes you make a pact and perform a certain ritual to get power, but there is no evidence that the patron exists. People may just have associated the power that certain rituals grant you with different figures, such as The Fiend or The Undying or The Archfey - but these icons are just representations, they are not real entities. So, if Patrons in your campaign setting work this way, they can not possibly know of your existence as they are not real.
The patron chose you without knowing your identity
One Fiend may have dared another to give some of their power to a random mortal. You may of met your archfey at a masquerade ball, or they were too intoxicated to remember your name the next day. The Undying may have assumed you to be dead but instead granted you some of their power, like The Boy Who Lived. Or they may of been trying to create chaos by granting their power to individuals at random.
Alternatively, you may have been hidden from them using some form of anti-divination spell or effect which prevented them from learning your identity. Or you may have used a false identity when creating your pact with your patron. Whilst this may not work on a fiend, it might work on an Undying patron who was once mortal. This way, the patron would either not know you or only know your false identity.
You inherited the power from your family or another warlock
A patron might not know you as they didn’t make a pact with you, they made it with one of your family members. This person may be long dead now but the magic has spread through your bloodline, now manifesting in you. The patron doesn’t know you, the only know your great-great-grandfather with whom they made the pact.
Alternatively a warlock may have passed their power onto you, wanting to be done with their patron or believing it to be a curse. (They might even be sub-letting their power to you without the patron’s knowledge). Whatever the reason, the warlock has given you access to the patron’s power without the patron knowing who you are.
The patron has forgotten the warlock’s identity
Whilst much of the PHB implies that a warlock has an active pact with their patron and is in semi-regular contact with them, their exists the possibility that the pact has already been fulfilled. The warlock may have already fulfilled the terms of the contract before the campaign has started and has been rewarded with a power that will grow over time. This means that, because the pact is finished and the patron may not see that warlock again, it is possible for them to forget the warlock’s identity.
Alternatively the patron may be affected by some kind of spell which has caused them to forget. Or they may even have so many warlocks that they can’t remember who is who.
Sold to the highest bidder
Perhaps pacts are commonly exchanged between patrons, buying and selling them in something akin to an auction or even a stock exchange. You may have made a pact with one patron, who would know your identity, who then sold your pact to another patron who then sold it to another. The buyer of your pact might not know you nor care to learn your identity, all they may know is how much you are worth to a buyer.
This is not intended to be an exhaustive list of ways that a patron may not know their warlock’s identity. What this list of ideas is meant tondo though is give you some inspiration as to how your patron might not know your warlock.
